IXN Options History — May 2022

In May 2022, IXN traded between $47.33 and $53.75. ATM implied volatility averaged 48.0%, placing in the 40.3% IV rank vs the trailing year. The 30-day expected move averaged 12.6%. IV traded above realized volatility by 8.7% (HV 20d: 39.3%). Max pain ranged from $52.00 to $62.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.93.

Notable Days

  • 2022-05-03: Highest Volume — 447 contracts
  • 2022-05-12: Largest IV spike — 49.8% change
  • 2022-05-09: Highest IV Rank — 68.0%
  • 2022-05-12: Largest Expected Move — 17.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$49.70$47.33$53.75$51.71$51.29
Max Pain$60.57$52.00$62.00$52.00$62.00
ATM IV48.0%31.7%73.7%58.5%48.0%
Expected Move12.6%9.1%17.4%16.8%13.8%
HV 20d39.3%30.1%44.1%31.8%41.7%
HV 60d34.0%31.0%35.6%31.0%35.2%
IV Rank40.3%22.6%68.0%51.6%40.2%
IV Percentile86.2%69.8%99.2%98.0%88.1%
Term Structure-3.0%-10.6%7.2%-3.8%-3.6%
VWIV52.1%31.8%74.9%56.1%54.3%
Skew 25d38.4%5.2%79.9%50.7%79.9%
Skew 10d61.1%36.6%127.4%46.0%127.4%
Call IV 25d33.6%25.1%44.2%33.9%33.2%
Put IV 25d72.0%39.2%113.1%84.6%113.1%
Bid-Ask Spread %116.87108.25129.93119.27120.03
Gamma HHI0.430.390.500.450.50
Net GEX-115.8K-167.1K-90.1K-107.5K-167.1K
Net DEX4.0M2.5M4.5M2.9M4.3M
Net VEX-12.7K-13.9K-11.5K-12.4K-12.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.930.551.551.550.55
Total Volume352.857294447442337
Total OI1,696.0481,4861,7881,4861,708

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$51.71$52.0058.5%16.8%31.8%51.6%56.1%50.7%-3.8%-107.5K2.9M-12.4K1.55119.27N/AN/A1732693781,108
2022-05-03$51.93$52.0057.8%16.6%30.1%50.9%55.9%42.1%-8.6%-118.2K3.0M-12.6K1.53115.56N/AN/A1772703771,130
2022-05-04$53.75$52.0049.5%14.2%32.8%41.8%53.3%9.5%-8.5%-123.7K2.5M-13.3K1.19129.93N/AN/A1772113841,131
2022-05-05$51.11$62.0063.9%13.6%36.2%57.4%31.8%29.4%-6.8%-116.0K3.4M-13.0K0.79109.00N/AN/A1771393841,213
2022-05-06$50.81$62.0063.3%14.1%36.1%56.8%32.5%41.1%-2.8%-114.4K3.4M-13.3K1.27108.25N/AN/A1772253841,223
2022-05-09$48.94$62.0073.7%11.7%37.7%68.0%44.7%38.8%-9.2%-98.8K3.7M-13.9K1.29115.83N/AN/A1772283841,315
2022-05-10$49.59$62.0067.8%12.3%37.5%61.7%34.6%43.1%-2.3%-104.0K3.8M-13.6K1.07112.33N/AN/A1771893841,321
2022-05-11$48.21$62.0040.6%11.7%38.4%32.3%42.6%32.2%0.1%-99.4K4.1M-13.0K1.03111.54N/AN/A1841893841,334
2022-05-12$47.33$62.0060.9%17.4%37.3%54.2%48.6%46.7%-10.6%-90.1K4.4M-11.5K1.01116.70N/AN/A1871893891,334
2022-05-13$49.43$62.0040.7%11.7%40.9%32.4%44.4%37.3%-0.1%-114.3K4.0M-13.4K0.82110.46N/AN/A1871533911,334
2022-05-16$48.97$62.0039.6%11.3%40.9%31.1%42.5%5.2%1.7%-118.8K4.5M-12.8K0.83115.72N/AN/A1851533911,392
2022-05-17$50.25$62.0041.6%11.9%41.4%33.3%51.0%20.3%-3.0%-135.3K4.3M-13.2K0.79114.98N/AN/A1851473911,392
2022-05-18$48.11$62.0036.2%10.4%43.6%27.5%55.8%28.0%-5.8%-106.0K4.4M-12.5K0.79118.01N/AN/A1851473911,397
2022-05-19$48.01$62.0031.7%9.1%43.4%22.6%69.6%51.3%7.2%-101.7K4.3M-12.9K0.79120.41N/AN/A1851473911,397
2022-05-20$47.57$62.0033.3%9.6%43.0%24.4%63.6%49.3%-1.6%-97.7K4.5M-12.3K0.76117.16N/AN/A1921453911,397
2022-05-23$48.72$62.0038.0%10.9%44.1%29.4%56.5%46.1%-0.5%-110.5K4.5M-12.0K0.69118.17N/AN/A1761223641,367
2022-05-24$48.31$62.0036.4%10.4%42.9%27.7%60.8%50.9%-0.2%-103.3K4.5M-11.8K0.76120.03N/AN/A1761333641,367
2022-05-25$48.69$62.0039.5%11.3%42.9%31.0%74.9%33.7%-9.6%-113.9K4.5M-12.1K0.76115.17N/AN/A1761333641,378
2022-05-26$49.78$62.0045.9%13.2%41.6%38.0%64.0%36.4%0.2%-129.0K4.4M-12.3K0.67125.43N/AN/A1761183671,378
2022-05-27$51.19$62.0041.5%11.9%41.7%33.2%56.4%33.5%4.4%-162.9K4.2M-12.9K0.55120.29N/AN/A2171203671,381
2022-05-31$51.29$62.0048.0%13.8%41.7%40.2%54.3%79.9%-3.6%-167.1K4.3M-12.0K0.55120.03N/AN/A2171203251,383